Regime Switching Rough Heston Model
Year: 2017
Type: article
Source: Journal of Futures Markets
DOI: 10.1002/fut.21993
Authors: Mesias Alfeus, Ludger Overbeck, Erik Schlögl
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
Funder: University of Technology Sydney
OpenAlex ID: W2780544909